The /spl alpha/-EM algorithm: surrogate likelihood maximization using /spl alpha/-logarithmic information measures |
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Authors: | Matsuyama Y |
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Affiliation: | Dept. of Comput. Sci., Waseda Univ., Tokyo, Japan; |
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Abstract: | A new likelihood maximization algorithm called the /spl alpha/-EM algorithm (/spl alpha/-expectation-maximization algorithm) is presented. This algorithm outperforms the traditional or logarithmic EM algorithm in terms of convergence speed for an appropriate range of the design parameter /spl alpha/. The log-EM algorithm is a special case corresponding to /spl alpha/=-1. The main idea behind the /spl alpha/-EM algorithm is to search for an effective surrogate function or a minorizer for the maximization of the observed data's likelihood ratio. The surrogate function adopted in this paper is based upon the /spl alpha/-logarithm which is related to the convex divergence. The convergence speed of the /spl alpha/-EM algorithm is theoretically analyzed through /spl alpha/-dependent update matrices and illustrated by numerical simulations. Finally, general guidelines for using the /spl alpha/-logarithmic methods are given. The choice of alternative surrogate functions is also discussed. |
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